Singularly Perturbed Discounted Markov Control Processes in a General State Space.
Oswaldo L. V. CostaFrançois DufourPublished in: SIAM J. Control. Optim. (2012)
Keyphrases
- state space
- markov decision processes
- optimal policy
- markov chain
- reinforcement learning
- special case
- search space
- dynamic programming
- decision making
- linear programming
- closely related
- process model
- dynamical systems
- data sets
- optimal control
- finite state
- reinforcement learning algorithms
- average cost
- control policy